• DocumentCode
    807881
  • Title

    New linear smoothing formulas

  • Author

    Anderson, Brian D O ; Chirarattananon, S.

  • Author_Institution
    University of Newcastle, Newcastle, NSW, Australia
  • Volume
    17
  • Issue
    1
  • fYear
    1972
  • fDate
    2/1/1972 12:00:00 AM
  • Firstpage
    160
  • Lastpage
    161
  • Abstract
    Formulas are given expressing the smoothed estimate of the state of a noisy linear system in terms of filtered estimates of the state, for both continuous and discrete time.
  • Keywords
    Linear systems, stochastic; Nonlinear systems, stochastic discrete-time; Smoothing methods; State estimation; Stochastic systems, linear; Adaptive filters; Autocorrelation; Linear systems; Milling machines; Noise generators; Nonlinear filters; Smoothing methods; State estimation; Sufficient conditions; Technological innovation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1099901
  • Filename
    1099901